Search Results - subject:"comparative statistics"

Exploration of the Brazilian Term Structure in a Hidden Markov Framework

Munclinger, Richard - International Monetary Fund (IMF) - 2011

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve. We examine the model's characteristics and its performance in describing the cross-sectional and time-series dynamics of the term structure. Two regimes are identified, a high level and a high...

Persistent link: https://www.econbiz.de/10008839349

Human Development Index: Are Developing Countries Misclassified? (former title: "Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index)

Wolff, Hendrik; Chong, Howard; Auffhammer, Maximilian - Agricultural and Applied Economics Association - AAEA - 2009

This paper examines the consequences of data error in data series used to construct aggregate indicators. Using the most popular indicator of country level economic development, the Human Development Index (HDI), we identify three separate sources of data error. We propose a simple statistical...

Persistent link: https://www.econbiz.de/10005012524

Consequences of data error in aggregate indicators: evidence from the human development index

Wolff, Hendrik; Chong, Howard; Auffhammer, Maximilian - 2008

Persistent link: https://www.econbiz.de/10010268862

Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index

Wolff, Hendrik; Chong, Howard; Auffhammer, Maximilian - Department of Agricultural and Resource Economics, … - 2008

Persistent link: https://www.econbiz.de/10011130827

Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index

Wolff, Hendrik; Chong, Howard; Auffhammer, Maximilian - Institute for the Study of Labor (IZA) - 2008

, international comparative statistics Corresponding author: Hendrik Wolff Department of Economics University of Washington …. Despite the substantial use of international comparative statistics, their data quality is often considered dissatisfying … (education, health and income purchasing power statistics) serve as inputs to many international comparative statistics used e …

Persistent link: https://www.econbiz.de/10005703615

Uniqueness, Stability, and Comparative Statistics in Rationalizable Walrasian Markets

Brown, Donald J.; Shannon, Chris - Institute of Business and Economic Research (IBER), … - 1997

Persistent link: https://www.econbiz.de/10010677910

Determinancy in Infinite Horizon Exchange Economies

Shannon, Chris - Institute of Business and Economic Research (IBER), … - 1994

Persistent link: https://www.econbiz.de/10010843290